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Labor's foreign affairs spokeswoman Tanya Plibersek said at times like this the most difficult thing for people to deal with was the "sense of helplessness".

Addressing the Indonesian government, she said: "You are our friends, we respect your legal system. But we ask you to reconsider this penalty."

Greens leader Christine Milne said it would ennoble Indonesia to show clemency to Chan and Sukumaran.

"We still have a short amount of time, however much time that is, and that is why we are all here to stand with them and for them and to urge clemency," she said.

Speaking after the vigil - organised by Australian Parliamentarians against the Death Penalty - Mr Abbott said Indonesia needed to know "this is important to us".

"We respect Indonesia and we honour the friendship that we have with Indonesia but we stand up for our values, and we stand up for our citizens and these are Australian citizens in extremis," he told reporters.